Extended formulations in mixed integer conic quadratic programming
نویسندگان
چکیده
منابع مشابه
Extended formulations in mixed integer conic quadratic programming
In this paper we consider the use of extended formulations in LP-based algorithms for mixed integer conic quadratic programming (MICQP). Through an homogenization procedure we generalize an existing extended formulation to general conic quadratic constraints. We then compare its effectiveness against traditional and extended formulation-based algorithms for MICQP. We find that this new extended...
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ژورنال
عنوان ژورنال: Mathematical Programming Computation
سال: 2016
ISSN: 1867-2949,1867-2957
DOI: 10.1007/s12532-016-0113-y